+2.0%
ISRG vs TSEM
+657.0%
-655.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -1.8% |
| 7D | -1.6% | +6.9% | -8.5% | -2.4% |
| 30D | -2.3% | +5.3% | -7.6% | -3.3% |
| 3M | -12.4% | -14.9% | +2.5% | -12.4% |
| 6M | -26.8% | +80.0% | -106.9% | -38.7% |
| YTD | -35.3% | +89.4% | -124.6% | -47.0% |
| 1Y | -19.3% | +253.1% | -272.4% | -44.4% |
| 3Y | +18.1% | +642.1% | -624.0% | -36.1% |
| All | +2.0% | +657.0% | -655.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling